+305.7%
TMUS vs TNA
+84.1%
+221.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.3% |
| 7D | -5.8% | -7.6% | +1.8% | -4.7% |
| 30D | -0.2% | -13.6% | +13.4% | +1.7% |
| 3M | -4.0% | +2.8% | -6.8% | -4.8% |
| 6M | -18.1% | +34.5% | -52.6% | -22.7% |
| YTD | -11.3% | +41.0% | -52.4% | -17.5% |
| 1Y | -24.7% | +52.0% | -76.8% | -31.5% |
| 3Y | +35.4% | +103.5% | -68.1% | +8.4% |
| 5Y | +42.4% | -22.5% | +65.0% | +25.8% |
| All | +305.7% | +84.1% | +221.6% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TNA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling